Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,49% | 2,09 CHF | 2,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 102 595 CHF | 103 095 CHF | 99,50% | 99,50% |
19/11/2024 | 0,49% | 2,04 CHF | 2,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 100 787 CHF | 101 287 CHF | 96,94% | 96,94% |
18/11/2024 | 0,51% | 2,03 CHF | 2,04 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 97 344 CHF | 97 844 CHF | 99,33% | 99,33% |
15/11/2024 | 0,52% | 1,94 CHF | 1,95 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 96 786 CHF | 97 286 CHF | 99,38% | 99,38% |
14/11/2024 | 0,52% | 1,94 CHF | 1,95 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 96 798 CHF | 97 298 CHF | 99,29% | 99,29% |
13/11/2024 | 0,52% | 1,92 CHF | 1,93 CHF | 50 000 | 50 000 | 44 674 | 44 674 | 85 518 CHF | 85 965 CHF | 99,22% | 99,22% |
12/11/2024 | 0,52% | 1,92 CHF | 1,93 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 48 094 CHF | 48 344 CHF | 99,02% | 99,02% |
11/11/2024 | 0,52% | 1,91 CHF | 1,92 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 48 134 CHF | 48 384 CHF | 99,37% | 99,37% |
08/11/2024 | 0,52% | 1,92 CHF | 1,93 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 48 251 CHF | 48 501 CHF | 99,42% | 99,42% |
07/11/2024 | 0,52% | 1,92 CHF | 1,93 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 48 232 CHF | 48 482 CHF | 99,34% | 99,34% |